It must be turned off then, but... Try refreshing the iCloud webpage. I would also turn on lost mode, and the sound just to check if it isn't nearby. Sometimes iCloud doesn't update the location even though the device is turned on.
We cannot find 'your' iPhone for you. If you've already logged in to iCloud and attempted to locate it yourself, but it didn't show the current location, then assume the device is either off or offline. In the meantime, notify local authorities, notify your wireless carrier, retrace your steps, and if you have insurance that covers theft, use it.